| Trading Metrics calculated at close of trading on 27-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2024 |
27-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
17,702.0 |
17,744.0 |
42.0 |
0.2% |
17,362.0 |
| High |
17,735.0 |
17,868.0 |
133.0 |
0.7% |
17,749.0 |
| Low |
17,702.0 |
17,744.0 |
42.0 |
0.2% |
17,359.0 |
| Close |
17,735.0 |
17,868.0 |
133.0 |
0.7% |
17,726.0 |
| Range |
33.0 |
124.0 |
91.0 |
275.8% |
390.0 |
| ATR |
107.8 |
109.6 |
1.8 |
1.7% |
0.0 |
| Volume |
14 |
39 |
25 |
178.6% |
207 |
|
| Daily Pivots for day following 27-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,198.7 |
18,157.3 |
17,936.2 |
|
| R3 |
18,074.7 |
18,033.3 |
17,902.1 |
|
| R2 |
17,950.7 |
17,950.7 |
17,890.7 |
|
| R1 |
17,909.3 |
17,909.3 |
17,879.4 |
17,930.0 |
| PP |
17,826.7 |
17,826.7 |
17,826.7 |
17,837.0 |
| S1 |
17,785.3 |
17,785.3 |
17,856.6 |
17,806.0 |
| S2 |
17,702.7 |
17,702.7 |
17,845.3 |
|
| S3 |
17,578.7 |
17,661.3 |
17,833.9 |
|
| S4 |
17,454.7 |
17,537.3 |
17,799.8 |
|
|
| Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,781.3 |
18,643.7 |
17,940.5 |
|
| R3 |
18,391.3 |
18,253.7 |
17,833.3 |
|
| R2 |
18,001.3 |
18,001.3 |
17,797.5 |
|
| R1 |
17,863.7 |
17,863.7 |
17,761.8 |
17,932.5 |
| PP |
17,611.3 |
17,611.3 |
17,611.3 |
17,645.8 |
| S1 |
17,473.7 |
17,473.7 |
17,690.3 |
17,542.5 |
| S2 |
17,221.3 |
17,221.3 |
17,654.5 |
|
| S3 |
16,831.3 |
17,083.7 |
17,618.8 |
|
| S4 |
16,441.3 |
16,693.7 |
17,511.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,868.0 |
17,415.0 |
453.0 |
2.5% |
101.6 |
0.6% |
100% |
True |
False |
44 |
| 10 |
17,868.0 |
17,200.0 |
668.0 |
3.7% |
79.2 |
0.4% |
100% |
True |
False |
37 |
| 20 |
17,868.0 |
17,145.0 |
723.0 |
4.0% |
70.7 |
0.4% |
100% |
True |
False |
36 |
| 40 |
17,868.0 |
16,743.0 |
1,125.0 |
6.3% |
69.6 |
0.4% |
100% |
True |
False |
22 |
| 60 |
17,868.0 |
16,664.0 |
1,204.0 |
6.7% |
52.0 |
0.3% |
100% |
True |
False |
16 |
| 80 |
17,868.0 |
15,590.0 |
2,278.0 |
12.7% |
42.3 |
0.2% |
100% |
True |
False |
12 |
| 100 |
17,868.0 |
15,154.0 |
2,714.0 |
15.2% |
36.9 |
0.2% |
100% |
True |
False |
9 |
| 120 |
17,868.0 |
15,154.0 |
2,714.0 |
15.2% |
30.7 |
0.2% |
100% |
True |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,395.0 |
|
2.618 |
18,192.6 |
|
1.618 |
18,068.6 |
|
1.000 |
17,992.0 |
|
0.618 |
17,944.6 |
|
HIGH |
17,868.0 |
|
0.618 |
17,820.6 |
|
0.500 |
17,806.0 |
|
0.382 |
17,791.4 |
|
LOW |
17,744.0 |
|
0.618 |
17,667.4 |
|
1.000 |
17,620.0 |
|
1.618 |
17,543.4 |
|
2.618 |
17,419.4 |
|
4.250 |
17,217.0 |
|
|
| Fisher Pivots for day following 27-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
17,847.3 |
17,835.7 |
| PP |
17,826.7 |
17,803.3 |
| S1 |
17,806.0 |
17,771.0 |
|